Re: [Gretl-users] A Newbie Needs Help
On Wed, 12 Mar 2008, Riccardo (Jack) Lucchetti wrote:
On Wed, 12 Mar 2008, Sven Schreiber wrote:
> Well actually I haven't worked yet with the panels&gretl combination, so I
> can't help you with that. Dynamic panels are not trivial (but fashionable),
> maybe you want to use something like the Arrellano/Bond estimator. Of course
> you could perform that by cleverly using gretl's GMM framework, but I think
> it's not natively implemented yet. (Somebody correct me please.)
It is. See the panel chapter of the manual and the "arbond91"
example script.
The panel chapter has relatively little to say about Arellano/Bond
(that still needs to be added) but the Command Reference section
on the arbond command is reasonably detailed.
Allin.